WEN vs. IVV

Last updated Apr 1, 2026

Compare and contrast key facts about The Wendy's Company (WEN) and iShares Core S&P 500 ETF (IVV).

IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.

Performance

WEN vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Wendy's Company (WEN) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

WEN vs. IVV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WEN The Wendy's Company	-15.01%	-45.81%	-11.45%	-9.65%	-2.77%	10.98%	0.07%	45.34%	-3.02%	23.78%
IVV iShares Core S&P 500 ETF	-4.38%	17.85%	24.93%	26.31%	-18.16%	28.76%	18.40%	31.07%	-4.49%	21.75%

Returns By Period

In the year-to-date period, WEN achieves a -15.01% return, which is significantly lower than IVV's -4.38% return. Over the past 10 years, WEN has underperformed IVV with an annualized return of -1.40%, while IVV has yielded a comparatively higher 14.02% annualized return.

WEN

• 1D: 2.51%
• 1M: -7.58%
• YTD: -15.01%
• 6M: -21.41%
• 1Y: -49.52%
• 3Y*: -27.66%
• 5Y*: -15.99%
• 10Y*: -1.40%

IVV

• 1D: 2.88%
• 1M: -4.99%
• YTD: -4.38%
• 6M: -1.80%
• 1Y: 17.69%
• 3Y*: 18.29%
• 5Y*: 11.76%
• 10Y*: 14.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WEN vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WEN

WEN Risk / Return Rank: 5
WEN Sharpe Ratio Rank: 1
WEN Sortino Ratio Rank: 2
WEN Omega Ratio Rank: 4
WEN Calmar Ratio Rank: 4
WEN Martin Ratio Rank: 12

IVV

IVV Risk / Return Rank: 65
IVV Sharpe Ratio Rank: 58
IVV Sortino Ratio Rank: 62
IVV Omega Ratio Rank: 66
IVV Calmar Ratio Rank: 65
IVV Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WEN vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Wendy's Company (WEN) and iShares Core S&P 500 ETF (IVV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	WEN	IVV	Difference
Sharpe ratio Return per unit of total volatility	-1.24	0.97	-2.21
Sortino ratio Return per unit of downside risk	-2.18	1.49	-3.66
Omega ratio Gain probability vs. loss probability	0.77	1.23	-0.46
Calmar ratio Return relative to maximum drawdown	-0.97	1.53	-2.50
Martin ratio Return relative to average drawdown	-1.44	7.32	-8.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WEN vs. IVV - Sharpe Ratio Comparison

The current WEN Sharpe Ratio is -1.24, which is lower than the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of WEN and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WEN	IVV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.24	0.97	-2.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.51	0.70	-1.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.04	0.78	-0.82
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.42	-0.37

Correlation

The correlation between WEN and IVV is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WEN vs. IVV - Dividend Comparison

WEN's dividend yield for the trailing twelve months is around 8.06%, more than IVV's 1.23% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WEN The Wendy's Company	8.06%	8.04%	6.13%	5.13%	2.21%	1.80%	1.32%	1.89%	2.18%	1.71%	1.81%	2.09%
IVV iShares Core S&P 500 ETF	1.23%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%

Drawdowns

WEN vs. IVV - Drawdown Comparison

The maximum WEN drawdown since its inception was -86.71%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for WEN and IVV.

Drawdown Indicators

	WEN	IVV	Difference
Max Drawdown Largest peak-to-trough decline	-86.71%	-55.25%	-31.46%
Max Drawdown (1Y) Largest decline over 1 year	-51.05%	-12.06%	-38.99%
Max Drawdown (5Y) Largest decline over 5 years	-70.81%	-24.53%	-46.28%
Max Drawdown (10Y) Largest decline over 10 years	-70.81%	-33.90%	-36.91%
Current Drawdown Current decline from peak	-70.08%	-6.26%	-63.82%
Average Drawdown Average peak-to-trough decline	-40.50%	-10.85%	-29.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	34.48%	2.53%	+31.95%

Volatility

WEN vs. IVV - Volatility Comparison

The Wendy's Company (WEN) has a higher volatility of 9.26% compared to iShares Core S&P 500 ETF (IVV) at 5.30%. This indicates that WEN's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEN	IVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.26%	5.30%	+3.96%
Volatility (6M) Calculated over the trailing 6-month period	30.90%	9.45%	+21.45%
Volatility (1Y) Calculated over the trailing 1-year period	39.97%	18.31%	+21.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.68%	16.89%	+14.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.59%	18.04%	+18.55%